Citation Analysis – 2411.19572

2411.19572
Massimo Franchi, Iliyan Georgiev, Paolo Paruolo
https://arxiv.org/abs/2411.19572

135

Citation mentions

Cited references

Sections

6,355

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Bierens, H	1997	5	3	6.0	0.037	1.000	100%
2	Phillips, P. C. B	2014	12	5	18.0	0.089	0.941	83%
3	Johansen, S	1991	4	3	4.5	0.030	0.928	100%
4	Onatski, A. and C. Wang	2018	9	6	11.0	0.067	0.874	67%
5	Onatski, A. and C. Wang	2019	3	3	3.5	0.022	0.843	100%
6	Bykhovskaya, A. and V. Gorin	2022	3	3	3.5	0.022	0.843	100%
7	Johansen, S	1996	22	11	26.5	0.163	0.839	59%
8	Phillips, P. C. B	2005	4	2	5.0	0.030	0.811	100%
9	Bykhovskaya, A. and V. Gorin	2024	12	4	11.0	0.089	0.747	42%
10	Ahn, S. and A. Horenstein	2013	3	2	4.5	0.022	0.737	100%
11	Stock, J. and M. Watson	1988	2	2	3.0	0.015	0.644	100%
12	Johansen, S	1988	2	2	1.5	0.015	0.644	100%
13	Ahn, S. and C. Reinsel	1990	2	2	1.5	0.015	0.644	100%
14	Franchi, M., I. Georgiev, and P. Paruolo (self)	2023	2	2	1.5	0.015	0.644	100%
15	M\"uller, U. and M. Watson	2008	2	2	2.5	0.015	0.644	100%
16	Loeve, M	1978	2	2	2.5	0.015	0.644	100%
17	Paruolo, P (self)	1997	3	3	3.0	0.022	0.585	33%
18	Phillips, P. and B. Hansen	1990	2	1	2.0	0.015	0.511	100%
19	Chen, S. and M. Schienle	2024	2	1	2.0	0.015	0.511	100%
20	Phillips, P. C. B. and V. Solo	1992	2	2	2.5	0.015	0.511	50%
21			2	2	2.5	0.015	0.511	50%
22	Haug, A. A	2002	2	1	4.0	0.015	0.511	100%
23	Andrews, D. W. K	1991	3	2	3.0	0.022	0.511	33%
24	Andrews, D. W. K. and J. C. Monahan	1992	3	2	3.0	0.022	0.511	33%
25	Engle, R. and C. Granger	1987	1	1	1.0	0.007	0.406	100%
26	Watson, M. W	1994	1	1	1.0	0.007	0.406	100%
27	Johansen, S	2000	1	1	1.0	0.007	0.406	100%
28	Johansen, S	2002a	1	1	1.0	0.007	0.406	100%
29	Johansen, S	2002b	1	1	1.0	0.007	0.406	100%
30	Swensen, A	2006	1	1	1.0	0.007	0.406	100%
31	Cavaliere, G., A. Rahbek, and R. Taylor	2012	1	1	1.0	0.007	0.406	100%
32	Cavaliere, G., H. B. Nielsen, and A. Rahbek	2015	1	1	1.0	0.007	0.406	100%
33	Liang, C. and M. Schienle	2019	1	1	1.0	0.007	0.406	100%
34	Petersen, A., C. Zhang, and P. Kokoszka	2022	1	1	1.0	0.007	0.406	100%
35	Nielsen, M., W. Seo, and D. Seong	2022	1	1	1.0	0.007	0.406	100%
36	Zhang, R., P. Robinson, and Q. Yao	2019	1	1	1.0	0.007	0.406	100%
37	Barigozzi, M., G. Cavaliere, and L. Trapani	2022	1	1	1.0	0.007	0.406	100%
38	Phillips, P. C. B	1998	1	1	0.5	0.007	0.406	100%
39	M\"uller, U. and M. Watson	2017	1	1	0.5	0.007	0.406	100%
40	M\"uller, U. and M. Watson	2018	1	1	0.5	0.007	0.406	100%
41	Jacod, J. and A. Shiryaev	2003	1	1	2.0	0.007	0.406	100%
42	Bai, J	2004	1	1	2.0	0.007	0.406	100%
43	Elliott, G	1999	1	1	2.0	0.007	0.406	100%
44			3	1	1.5	0.022	0.126	0%
45			1	1	0.5	0.007	0.087	0%
46			1	1	0.5	0.007	0.087	0%
47			1	1	0.5	0.007	0.087	0%
48			1	1	0.5	0.007	0.087	0%
49			1	1	0.5	0.007	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Bierens, H

1997

6.0

0.037

1.000

100%

Phillips, P. C. B

2014

18.0

0.089

0.941

83%

Johansen, S

1991

4.5

0.030

0.928

100%

Onatski, A. and C. Wang

2018

11.0

0.067

0.874

67%

Onatski, A. and C. Wang

2019

3.5

0.022

0.843

100%

Bykhovskaya, A. and V. Gorin

2022

3.5

0.022

0.843

100%

Johansen, S

1996

26.5

0.163

0.839

59%

Phillips, P. C. B

2005

5.0

0.030

0.811

100%

Bykhovskaya, A. and V. Gorin

2024

11.0

0.089

0.747

42%

Ahn, S. and A. Horenstein

2013

4.5

0.022

0.737

100%

Stock, J. and M. Watson

1988

3.0

0.015

0.644

100%

Johansen, S

1988

1.5

0.015

0.644

100%

Ahn, S. and C. Reinsel

1990

1.5

0.015

0.644

100%

Franchi, M., I. Georgiev, and P. Paruolo (self)

2023

1.5

0.015

0.644

100%

M\"uller, U. and M. Watson

2008

2.5

0.015

0.644

100%

Loeve, M

1978

2.5

0.015

0.644

100%

Paruolo, P (self)

1997

3.0

0.022

0.585

33%

Phillips, P. and B. Hansen

1990

2.0

0.015

0.511

100%

Chen, S. and M. Schienle

2024

2.0

0.015

0.511

100%

Phillips, P. C. B. and V. Solo

1992

2.5

0.015

0.511

50%

2.5

0.015

0.511

50%

Haug, A. A

2002

4.0

0.015

0.511

100%

Andrews, D. W. K

1991

3.0

0.022

0.511

33%

Andrews, D. W. K. and J. C. Monahan

1992

3.0

0.022

0.511

33%

Engle, R. and C. Granger

1987

1.0

0.007

0.406

100%

Watson, M. W

1994

1.0

0.007

0.406

100%

Johansen, S

2000

1.0

0.007

0.406

100%

Johansen, S

2002a

1.0

0.007

0.406

100%

Johansen, S

2002b

1.0

0.007

0.406

100%

Swensen, A

2006

1.0

0.007

0.406

100%

Cavaliere, G., A. Rahbek, and R. Taylor

2012

1.0

0.007

0.406

100%

Cavaliere, G., H. B. Nielsen, and A. Rahbek

2015

1.0

0.007

0.406

100%

Liang, C. and M. Schienle

2019

1.0

0.007

0.406

100%

Petersen, A., C. Zhang, and P. Kokoszka

2022

1.0

0.007

0.406

100%

Nielsen, M., W. Seo, and D. Seong

2022

1.0

0.007

0.406

100%

Zhang, R., P. Robinson, and Q. Yao

2019

1.0

0.007

0.406

100%

Barigozzi, M., G. Cavaliere, and L. Trapani

2022

1.0

0.007

0.406

100%

Phillips, P. C. B

1998

0.5

0.007

0.406

100%

M\"uller, U. and M. Watson

2017

0.5

0.007

0.406

100%

M\"uller, U. and M. Watson

2018

0.5

0.007

0.406

100%

Jacod, J. and A. Shiryaev

2003

2.0

0.007

0.406

100%

Bai, J

2004

2.0

0.007

0.406

100%

Elliott, G

1999

2.0

0.007

0.406

100%

1.5

0.022

0.126

0.5

0.007

0.087

0.5

0.007

0.087

0.5

0.007

0.087

0.5

0.007

0.087

0.5

0.007

0.087

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.